[an error occurred while processing this directive] [an error occurred while processing this directive] Econometrics Laboratory at the University of California, Berkeley [an error occurred while processing this directive]

ARCHIVE OF TUTORIALS AND WORKSHOPS

  • 2001 Discrete Choice Methods with Simulation
    An online course, including videotaped lectures, a newly written textbook, problem sets with data files and computer programs, and a reading list. Self-paced, publicly available via the web. [Based on Spring 2001's Economics 244 graduate course, taught by Professor Kenneth Train.]

    Course synopsis:
    This course covers the new generation of discrete choice models and the simulation techniques that have allowed their development. It starts with the traditional models that can be estimated without simulation, namely, logit and nested logit. It then turns to the more powerful and flexible models that utilize simulation, including probit and mixed logit. Accept-reject, smoothed accept-reject, GHK, and direct simulators of the choice probabilities are developed and compared. Methods for taking draws from densities are explored, including several variance-reduction techniques such as antithetics, systematic sampling, and Halton draws. The course examines traditional maximum likelihood estimation as a step toward simulation-assisted estimation, including maximum simulated likelihood, method of simulated moments, and method of simulated scores. Recent advances in Bayesian procedures are covered, including the use of Markov Chain Monte Carlo methods (Gibbs sampling and the Metropolis-Hastings algorithm.) It shows how these Bayesian procedures can be useful for complex behavior that is not as amenable to classical methods and how the results of the Bayesian procedures can be interpreted from a classical perspective.

    Caveats:
    You will need to have RealPlayer 8 installed as a browser application to view the videos, and a system with enough memory to buffer the videostream in large chunks. Your system will also need a sound card if you want to listen to the audio portion of the lectures. Not recommended for people with slow modem connections.

    If you have any questions, please send email to

  • 2000 Qualitative Choice Analysis Short Course - Lecture notes in PDF format, and ascii data sets and SST programs (note that SST is a proprietary software package; you will have to own it before you can run these programs) are available. Please note that these materials are provided as-is; we cannot provide any technical support or answer any questions due to limited resources.

  • 2000 Time Series Analysis Short Course - Lecture notes in PDF format, with datasets (TSP and Excel) and TSP programs, are available. TSP is a proprietary software package; you will have to own it before you can run these programs. Please note that these materials are provided as-is; we cannot provide any technical support or answer questions due to limited resources.
  • 1999 Regression Analysis and Forecasting Short Course - Lecture notes in PDF format, with data sets and TSP programs, are available. TSP is a proprietary software package; you will have to own it before you can run these programs. Please note that these materials are provided as-is; we cannot provide any technical support or answer questions due to limited resources.
  • FORMER INSTRUCTORS
    If you are interested in the activites of our workshop instructors, please visit their homepages:


     
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